The distribution of the product of independent variance-gamma random variables (Q6614326)
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scientific article; zbMATH DE number 7922124
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution of the product of independent variance-gamma random variables |
scientific article; zbMATH DE number 7922124 |
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The distribution of the product of independent variance-gamma random variables (English)
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7 October 2024
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variance-gamma distribution
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product distribution
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asymmetric Laplace distribution
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product of correlated normal random variables
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Meijer \(G\)-function
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